Double Wide Market Collars at Market Open Excluding Volatility Settlement Constituent Series on Cboe Options and C2 Options
April 15, 2020 08:14:40
Please be advised that in accordance with Cboe Rule 5.31, market collars for all classes, excluding volatility settlement constituent series in class SPX, will be double (2x) wide at the open of today's trading on Cboe Options Exchange and C2 Options Exchange.
A list of volatility settlement constituent series in class SPX can be downloaded here.
Any changes to normal operations will be announced by notice and via the Cboe Options system status page. All Cboe systems are currently operating normally.
Please contact the Cboe Trade Desk with any questions.
Cboe Trade Desk